ICE Cocoa Future March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 3,395 3,357 -38 -1.1% 3,428
High 3,410 3,370 -40 -1.2% 3,485
Low 3,312 3,172 -140 -4.2% 3,356
Close 3,363 3,268 -95 -2.8% 3,425
Range 98 198 100 102.0% 129
ATR 68 78 9 13.6% 0
Volume 4,091 9,945 5,854 143.1% 26,891
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,864 3,764 3,377
R3 3,666 3,566 3,322
R2 3,468 3,468 3,304
R1 3,368 3,368 3,286 3,319
PP 3,270 3,270 3,270 3,246
S1 3,170 3,170 3,250 3,121
S2 3,072 3,072 3,232
S3 2,874 2,972 3,214
S4 2,676 2,774 3,159
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 3,809 3,746 3,496
R3 3,680 3,617 3,460
R2 3,551 3,551 3,449
R1 3,488 3,488 3,437 3,455
PP 3,422 3,422 3,422 3,406
S1 3,359 3,359 3,413 3,326
S2 3,293 3,293 3,401
S3 3,164 3,230 3,390
S4 3,035 3,101 3,354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,485 3,172 313 9.6% 100 3.0% 31% False True 7,276
10 3,485 3,172 313 9.6% 81 2.5% 31% False True 7,227
20 3,485 3,172 313 9.6% 69 2.1% 31% False True 6,134
40 3,510 3,172 338 10.3% 70 2.1% 28% False True 6,607
60 3,510 3,102 408 12.5% 72 2.2% 41% False False 6,961
80 3,510 2,990 520 15.9% 76 2.3% 53% False False 5,835
100 3,510 2,784 726 22.2% 76 2.3% 67% False False 4,885
120 3,510 2,725 785 24.0% 77 2.4% 69% False False 4,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4,212
2.618 3,888
1.618 3,690
1.000 3,568
0.618 3,492
HIGH 3,370
0.618 3,294
0.500 3,271
0.382 3,248
LOW 3,172
0.618 3,050
1.000 2,974
1.618 2,852
2.618 2,654
4.250 2,331
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 3,271 3,298
PP 3,270 3,288
S1 3,269 3,278

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.